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Last updated on 2019-05-03.

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James Laird-Smith

Data Scientist working in London

Education

University of Cape Town

Master of Commerce in Finance

Cape Town, South Africa

2015 - 2017

Thesis: Market Betas on the JSE: Market Segmentation, Estimation & Empirical Evaluation

University of Cape Town

Bachelor of Business Science

Cape Town, South Africa

2009 - 2014

Specialisation: Finance

Employment History

Data Analytics Analyst

The Financial Times (FT)

London, UK

Nov 2018 - (present)


I have various responsibilities

During my time at the FT, my responsibilities included:

  • Making budgets

Analyst

ICBC Standard Bank

London, UK

May 2018 - July 2018

Specialist

Maitland Group South Africa

Cape Town, ZA

Mar 2015 - Nov 2017


Maitland Group is a global advisory and administration firm providing third-party fund administration to managers of pension funds, mutual funds, hedge funds and private equity funds. Maitland has offices in 13 countries and has $280 billion in assets under administration.

During my time at Maitland, my responsibilities included:

  • Import and maintenance of client reference data.
  • The rapid import of financial data from market sources (Bloomberg, Reuters etc).
  • Having deep knowledge of internal systems and data-flows.
  • Building integration between systems and applications.
  • Data collection from external sources.
  • Having extensive knowledge on a wide range of financial instruments.

My knowledge of the data and internal systems meant that I often had to:

  • Provide analysis and output data for audit and compliance purposes.
  • Providing bespoke reporting to clients.

My role required that I adapt quickly to new software applications including that provided by:

  • FIS and Neoxam (both previously Sungard)
  • Broadridge Financial Solutions (formally offered by Paladyne Systems)
  • Microsoft SQL Server

R Packages

scheduler (Author, Maintainer)

A package to make recurring calendar events a little easier by providing a simple grammar for expressing them using R code.

N/A

Nov 2018 - (present)

The package includes functions to:

  • Represent all kinds of date elements found in the lubridate package: years, months, weeks, days, weekdays, quarters, semesters etc.
  • Represent dates in terms of their relations to one another, such as the “third Friday of July” or the “last Thursday in August”.
  • Specify ranges of dates, such as “after the first Monday in July” but “before the last weekday of August”.
  • Compose the above elements together in arbitrarily complex patterns.

Professional Experience

Data Scientist, intern

SupStat Inc.

Beijing, China

2014

  • Taught R language to beginners.
  • Wrote Shiny app demos.
  • Converted statistical tutorials from SPSS to R language.

Bioinformatician

My Health Gene Technology Co., Ltd.

Beijing, China

2015 - 2016

  • Analyzed whole-exome sequencing data.
  • Wrote analysis pipelines of ChIP-seq, single cell DNA-seq and single cell RNA-seq.
  • Studied tumor metastasis and wrote research reports.
  • Also did case studies to identify the genetic defect causing rare disease.

Speech & Debate Achievements

Introduction to R Language for Beginners.

Instructor of R and Data Mining Training Courses at SupStat Inc.

Beijing, China

2014

Computational Biology and Bioinformatics.

Teaching assistant of GBS CB2-201 courses at UAB

AL, USA

2016 - 2017

Academic Publication

A study of total beta specification through symmetric regression: the case of the Johannesburg Stock Exchange

Environ Syst Decis (2016) 36: 114

N/A

June 2016

Laird-Smith, J., Meyer, K. & Rajaratnam, K.

This journal article is a modified form of the project I completed in the final year of my undergraduate degree. The research examines the need for new methodology and specification for the CAPM beta parameter on the Johannesburg Stock Exchange (JSE). It is available through the Springer online portal.

Master’s Research

Market Betas on the JSE: Market Segmentation, Estimation & Empirical Evaluation

MCom Dissertation Topic at the University of Cape Town

N/A

2015 - 2017

Supervisor: Kanshukan Rajaratnam

This dissertation was submitted as my M.Com (Finance) degree requirement at the University of Cape Town (UCT) and as such it is available online from UCT Libraries under their open access policy.

The dissertation uses statistical methods and in particular Factor Models to:

  • Discover variables that can be used as predictors of investment return.
  • Simulate and compare a large number of trading strategies.
  • Conduct testing to make models more robust and consistent.
  • Monitor model performance over time.
  • Correct for errors and changes that arise in model specification.

These can be applied to:

  • The analysis of quantitative data in other fields.
  • Gain a deeper understanding of other financial markets and industries.

The process of writing a dissertation has meant I have skills: Learning new concepts quickly.

  • Conducting research in a way that is comprehensive and detailed.
  • Writing reports that are clear and authoritative.
  • Reading and summarising large amounts of information in a short time.
  • Managing time and meeting deadlines.